Into the Great Unknown; Stress Testing with Weak Data
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- International Monetary Fund, 2016. "Argentina; Financial Sector Assessment Program-Financial Sector Stability-Technical Note," IMF Staff Country Reports 16/65, International Monetary Fund.
- Borio, Claudio & Drehmann, Mathias & Tsatsaronis, Kostas, 2014.
"Stress-testing macro stress testing: Does it live up to expectations?,"
Journal of Financial Stability,
Elsevier, vol. 12(C), pages 3-15.
- Claudio Borio & Mathias Drehmann & Kostas Tsatsaronis, 2012. "Stress-testing macro stress testing: does it live up to expectations?," BIS Working Papers 369, Bank for International Settlements.
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KeywordsLoan classification; Stress testing; Ad hoc shock; breaking point; data quality; provision; banking; banking system; financial systems; risk management; banking supervision;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-01-03 (All new papers)
- NEP-BAN-2011-01-03 (Banking)
- NEP-RMG-2011-01-03 (Risk Management)
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